The Annals of Statistics

Right Censoring and Martingale Methods for Failure Time Data

Martin Jacobsen

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Abstract

Statistical models are considered for (partial) observation of independent, identically distributed failure times, subjected to censoring from the right. A minimal class of censoring patterns is determined under the assumption that the failure intensities are as they would have been without censoring. This class is then used to discuss the statistical models for right censored survival data, where, e.g., the Kaplan-Meier estimator exploits all available information about the failure time distribution. The counting process description of survival data is used throughout.

Article information

Source
Ann. Statist., Volume 17, Number 3 (1989), 1133-1156.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176347260

Digital Object Identifier
doi:10.1214/aos/1176347260

Mathematical Reviews number (MathSciNet)
MR1015142

Zentralblatt MATH identifier
0688.62047

JSTOR
links.jstor.org

Subjects
Primary: 62G05: Estimation
Secondary: 62M09: Non-Markovian processes: estimation 60G55: Point processes

Keywords
Survival analysis counting process intensity process multiplicative intensity model martingale estimator

Citation

Jacobsen, Martin. Right Censoring and Martingale Methods for Failure Time Data. Ann. Statist. 17 (1989), no. 3, 1133--1156. doi:10.1214/aos/1176347260. https://projecteuclid.org/euclid.aos/1176347260


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